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Symphonies
xly ftlt
Today’s Change
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A symphony is an automated trading strategy — Learn more about symphonies here

About

Switches between XLY (consumer‑discretionary) and SCC (inverse, −2x). In uptrends it holds XLY; in downtrends it uses SCC, with RSI “too hot/too cold” checks to avoid extremes. Rebalanced daily.
NutHow it works
It times one sector: Consumer Discretionary. It switches between XLY (tracks names like Amazon/Tesla) and SCC (inverse, rises when the sector falls). It uses moving averages (trend) and RSI (a “too hot/too cold” gauge). - Above 200‑day trend: XLY unless RSI>90 → SCC. - Else: XLY if >20‑day or RSI<30; otherwise SCC, unless SCC’s RSI>80 → XLY.
CheckmarkValue prop
Daily-rebalanced XLY/SCC sector timer using trend and RSI. Low-beta diversification sleeve (~0.6). OOS: 3.54% annualized return, 0.26 Sharpe, 25.93% drawdown.
1M
3M
6M
YTD
1Y
3Y
Max
www.composer.trade
Performance
Compared to selected benchmarks
AlphaBetaR2R
SPY
0.220.30.050.23
Performance Metrics
Cumulative ReturnAnnualized ReturnTrailing 1M ReturnTrailing 3M ReturnSharpe Ratio
SPY
521.53%10.03%-7.68%-7.76%0.58
xly ftlt
6,452.27%24.47%12.97%3.21%0.97
Initial Investment
$10,000.00
Final Value
$655,226.75
Regulatory Fees
$1,622.40
Total Slippage
$10,301.34
Invest in this strategy
OOS Start Date
Jan 10, 2025
Trading Setting
Daily
Type
Stocks
Category
Sector timing, consumer discretionary, long/short, inverse etf, trend-following, mean reversion, rsi, moving averages, daily rebalance
Tickers in this symphonyThis symphony trades 2 assets in total
Ticker
Type
SCC
ProShares UltraShort Consumer Discretionary
Stocks
XLY
State Street Consumer Discretionary Select Sector SPDR ETF
Stocks

FAQ

A Composer symphony is an automated trading strategy that executes trades based on parameters of your choice. Some symphonies are similar to holding one ETF in normal conditions and rotating to a different ETF when market conditions shift, for example a 5% drop in the S&P 500, while others use complex rules with dozens of triggers. However, complex doesn’t always mean better. A simple, well-structured symphony can be just as effective as an intricate one. Learn more about how symphonies work here.

"xly ftlt" is currently performing the same as yesterday today. Performance updates in real time during market hours.

"xly ftlt" is currently allocated toXLY. Holdings automatically adjust as market conditions change based on the strategy's rules.

Year-to-date, "xly ftlt" has returned 4.12%. You can adjust the performance chart above to view returns across different time horizons.

The maximum drawdown for "xly ftlt" is 25.93%. The maximum drawdown measures the largest peak-to-trough decline. It's an important metric to evaluate risk and the strategy's behavior during market stress.

To invest in "xly ftlt", simply click the Invest button on this page. You'll need to open an account with Composer if you don't have one yet, then you can start investing. Composer will automatically execute the trades for you based on the strategy's rules. Composer also supports trading individual stocks, ETFs, and options.